Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.693 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51707.74 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48508.68 Kr¶

PnL: ---------------------------------------> -578.89 Kr¶

DD now: ---------------------------------> -0.456 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 12:43:52.362843'

Anic Portfolio¶

Today¶

Return: 0.133 %¶

This Week¶

Return: 8.796 %¶

Total¶

Return: 69.278 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 2.880000 800.800000 127.800000 18.990000 673.000000
Nordea Bank Abp 29 1.260000 3576.280000 122.280000 3.540000 3453.999992
HEBA B 70 2.090000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 1.310000 3461.600000 84.600000 2.510000 3377.000000
Swedbank A 3 2.740000 617.700000 53.700000 9.520000 564.000000
Resurs Holding 22 0.940000 617.100000 43.100000 7.510000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.240000 592.800000 35.800000 6.430000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.210000 388.300000 33.300000 9.380000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.480000 552.800000 25.800000 4.900000 527.000000
OEM International B 7 0.900000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 1.120000 506.400000 15.400000 3.140000 491.000000
Securitas B 6 2.330000 585.360000 15.360000 2.690000 570.000000
Fasadgruppen Group 38 -0.360000 4149.600000 8.600000 0.210000 4140.999992
Coor Service Management Hold. 8 0.820000 538.400000 6.400000 1.200000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.170000 250.080000 4.080000 1.660000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Karnov Group 9 -0.670000 536.400000 0.400000 0.070000 536.000004
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.320000 546.000000 0.000000 0.000000 546.000000
Corem Property Group B 59 1.830000 574.070000 -2.930000 -0.510000 576.999999
Midsona B 63 0.440000 577.710000 -5.290000 -0.910000 582.999984
Boozt 12 0.960000 1646.400000 -7.600000 -0.460000 1653.999996
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 0.360000 564.500000 -30.070000 -5.060000 594.565215
Essity B 2 -1.500000 537.200000 -36.800000 -6.410000 574.000000
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.980000 2943.000000 -141.000000 -4.570000 3083.999994
OX2 22 4.100000 1842.500000 -146.500000 -7.370000 1989.000002
Axfood 15 -3.270000 3901.500000 -398.500000 -9.270000 4300.000005
Ovzon 64 -0.750000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48508.680000 -578.890000 -0.45556% 49087.564636

Updated:¶

'2023-02-01 12:44:05.325352'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶